S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.51% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 17.79 | |
| 0.0485 | 21.84 | |
| 0.9409 | 393.51 |
Estimation Period:
Jan 8, 1993 to Jan 23, 2026
Jan 8, 1993 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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